Global Multi-Sector Income | Investment Strategies | Brandywine GLOBAL

Global Multi-Sector Income

Fixed Income Portfolio Characteristics As of 9/30/2018

Characteristic Brandywine Global USL3M
Average Quality1 A- N/R
Average Maturity (Years) 11.09 -
Average Modified Adjusted Duration (Years) 5.31 -
Average Coupon (%) 3.60 -
Average Yield To Worst (%) 3.53 2.40
Average Yield To Maturity (%) 3.56 2.40
Number of Issues 65 -

Quality Allocation As of 9/30/2018

Quality Rating Brandywine Global (%)
BBB or Higher 69.4
BB 21.6
B 6.9
CCC 2.2
CC -
D -
Not Rated -

Duration Allocation As of 9/30/2018

Duration Range Brandywine Global (%)
<1 Year 23.4
1-3 Years 23.6
3-7 Years 31.2
7-10 Years 3.1
10+ Years 13.9
No Duration 4.8

Region & Currency Allocation As of 9/30/2018

Region Country (%) Currency (%)
Asia-Pacific ex-Japan 1.1 -
Emerging Markets 2.7 2.7
Europe ex-Eurozone 3.2 5.1
Eurozone 15.0 1.1
North & Central America 74.0 91.2
Other 4.0 -